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SSRN eLibrary Statistics:

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Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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Total References: 8,480,523
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5,722,240
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  Footnotes:
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SSRN eLibrary Search Results
JEL Code: G1
12,997,392 Total downloads
Showing Papers 9,681 - 9,730 of 36,713
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Incl. Fee Electronic Paper Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
Journal of Investment Consulting, Vol. 7, No. 2, pp. 21-44, 2005
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: November 05, 2010
Accepted Paper Series
7 downloads

Incl. Fee Electronic Paper The Problematic 'Style' Grid
Journal of Investment Consulting, Vol. 7, No. 3, pp. 48-60, Winter 2005-2006
C. Thomas Howard and Craig T. Callahan
University of Denver - Daniels College of Business and affiliation not provided to SSRN
Date Posted: November 05, 2010
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Understanding Risk Measurement Tools
Journal of Investment Consulting, Vol. 7, No. 2, pp. 82-91, 2005
Brian Jacobsen and Barry K. Mendelson
Wells Fargo Funds Management and affiliation not provided to SSRN
Date Posted: November 05, 2010
Accepted Paper Series
1 downloads

Incl. Electronic Paper Shareholder Voting and Corporate Governance Around the World
AFA 2012 Chicago Meetings Paper
Peter Iliev , Karl V. Lins , Darius P. Miller and Lukas Roth
Pennsylvania State University - Department of Finance , University of Utah - Department of Finance , Southern Methodist University (SMU) - Edwin L. Cox School of Business and University of Alberta - Department of Finance and Statistical Analysis
Date Posted: November 04, 2010
Last Revised: January 27, 2013
Working Paper Series
1076 downloads

Incl. Electronic Paper Multi Horizon Portfolio Insurance Model
Ekonomická revue - Central European Review of Economic Issues, Vol. 14: 245 - 256 (2011),
Frantisek Stulajter
Tatra Asset Management
Date Posted: November 04, 2010
Last Revised: February 14, 2013
Working Paper Series
113 downloads

Incl. Electronic Paper Adverse Selection and Liquidity Distortion
Briana Chang
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: November 04, 2010
Last Revised: September 18, 2012
Working Paper Series
161 downloads

Incl. Electronic Paper Complexity as a Means to Distract: Evidence from the Securitization of Commercial Mortgages
Craig Furfine
Kellogg School of Management
Date Posted: November 04, 2010
Last Revised: September 10, 2012
Working Paper Series
125 downloads

Incl. Electronic Paper Equilibrium Pricing of Options in a Fractional Brownian Market
Stefan Rostek and Rainer Schoebel
University of Tuebingen - Faculty of Economics and Business Administration and University of Tuebingen - Faculty of Economics and Social Sciences
Date Posted: November 04, 2010
Working Paper Series
82 downloads

Incl. Electronic Paper Flow and Stock Effects of Large-Scale Treasury Purchases
FEDS Working Paper No. 2012-44
Stefania D'Amico and Thomas B. King
Federal Reserve Board and Federal Reserve Board
Date Posted: November 04, 2010
Last Revised: November 20, 2012
Working Paper Series
87 downloads

Incl. Electronic Paper Fractional Brownian Motion and the Inherent Exclusion of Arbitrage
Stefan Rostek and Rainer Schoebel
University of Tuebingen - Faculty of Economics and Business Administration and University of Tuebingen - Faculty of Economics and Social Sciences
Date Posted: November 04, 2010
Working Paper Series
80 downloads

Incl. Fee Electronic Paper Investment Strategies to Exploit Economic Growth in China
Journal of Investment Consulting, Vol. 7, No. 3, pp. 32-47, Winter 2005-2006
Burton G. Malkiel , Jianping Mei and Rui Yang
Princeton University - Bendheim Center for Finance , New York University (NYU) - Department of Finance and affiliation not provided to SSRN
Date Posted: November 04, 2010
Accepted Paper Series
4 downloads

Incl. Electronic Paper Managing Finance in Emerging Economies: The Case of India
Levy Economics Institute of Bard College Working Paper No. 630
Sunanda Sen
Bard College - The Levy Economics Institute
Date Posted: November 04, 2010
Working Paper Series
62 downloads

Incl. Electronic Paper Pre-Trade Transparency and Trade Size
Applied Financial Economics, Vol. 22, No. 8, 2012
Maria Elena Bontempi and Caterina Lucarelli
University of Bologna - Department of Economics and Università Politecnica delle Marche
Date Posted: November 04, 2010
Last Revised: August 19, 2012
Accepted Paper Series
118 downloads

Incl. Electronic Paper Valuation of Options on Discretely Sampled Variance: A General Analytic Approximation
Gabriel G. Drimus and Walter Farkas
Institute of Banking and Finance, University of Zürich and University of Zurich, Department of Banking and Finance
Date Posted: November 04, 2010
Last Revised: October 17, 2012
Working Paper Series
226 downloads

Incl. Electronic Paper A New Simple Approach for Constructing Implied Volatility Surfaces
Peter Carr and Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: November 03, 2010
Working Paper Series
1740 downloads

Incl. Fee Electronic Paper Beta is in the Eye of the Beholder
Journal of Investment Consulting, Vol. 11, No. 1, pp. 18-28, 2010
Ana Cascon and William F. Shadwick
Omega Analysis and Omega Analysis
Date Posted: November 03, 2010
Accepted Paper Series
3 downloads

Biotechnology Industry-Physician Interaction and OIG Guidelines: Evidence from the Stock Market
Journal of Commercial Biotechnology, Vol. 16, No. 4, pp. 313-331, October 2010
Thani Jambulingam and WaQar Ghani
Saint Joseph's University and Saint Joseph's University
Date Posted: November 03, 2010
Last Revised: March 07, 2011
Accepted Paper Series

Incl. Fee Electronic Paper Can Reits Play a Strategic Role in Long-Term Wealth Maximization?
Journal of Investment Consulting, Vol. 11, No. 1, pp. 29-36, 2010
Nigel Lewis
affiliation not provided to SSRN
Date Posted: November 03, 2010
Accepted Paper Series
4 downloads

Incl. Electronic Paper Forecasting Multivariate Volatility Using the Varfima Model on Realized Covariance Cholesky Factors
Journal of Economics and Statistics, Vol. 231, No. 1, pp. 134-152, 2011, ECARES working paper 2010‐041,
Roxana Halbleib-Chiriac and Valeri Voev
University of Konstanz and University of Aarhus - CREATES
Date Posted: November 03, 2010
Last Revised: October 25, 2011
Accepted Paper Series
76 downloads

Incl. Electronic Paper From Concept to Function: Converting Market Theories into Practical Investment Tools, a Discussion with Barr Rosenberg, PhD
Journal of Investment Consulting, Vol. 7, No. 3, pp. 10-20, Winter 2005-2006
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: November 03, 2010
Accepted Paper Series
126 downloads

Incl. Electronic Paper Insights from a Pioneer in Portfolio Theory and Practice: A Talk with Nobel Laureate William F. Sharpe, PhD
Journal of Investment Consulting, Vol. 7, No. 2, pp. 10-20, 2005
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: November 03, 2010
Accepted Paper Series
125 downloads

Incl. Fee Electronic Paper Investments Across Cultures: Financial Attitudes of Chinese-Americans
Journal of Investment Consulting, Vol. 11, No. 1, pp. 37-44, 2010
Meir Statman and Jessica A. Weng
Santa Clara University - Department of Finance and Nelson Capital Management
Date Posted: November 03, 2010
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper Performance of Micro-Cap Mutual Funds
Journal of Investment Consulting, Vol. 11, No. 1, pp. 45-49, 2010
Parvez Ahmed , Kristine L Beck and Sudhir Nanda
University of North Florida - Coggin College of Business , University of Wisconsin - Oshkosh and T. Rowe Price Associates
Date Posted: November 03, 2010
Accepted Paper Series
3 downloads

Incl. Electronic Paper Spatial Autoregressive Models for House Price Dynamics in Italy
Tiziana Caliman and Enrico di Bella
University of Genoa - Department of Economics and Quantitative Methods (DIEM) and University of Genoa - Department of Economics and Quantitative Methods (DIEM)
Date Posted: November 03, 2010
Working Paper Series
66 downloads

Incl. Electronic Paper The Impact of Macroeconomic Announcements on Implied Volatility
European Business School Research Paper No. 10-11
Roland Füss , Ferdinand Mager , Holger Wohlenberg and Lu Zhao
University of St. Gallen , EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate , Deutsche Börse AG and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Date Posted: November 03, 2010
Last Revised: May 08, 2011
Working Paper Series
221 downloads

Incl. Electronic Paper Using Clustering Across Mutual and Alternative Funds to Measure Diversification, Lower Bound of Market Size, and Market Efficiency
Tom Weidig , Andreas Kemmerer and Daniel Silvestrini
QuantExperts , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: November 03, 2010
Working Paper Series
44 downloads

Incl. Fee Electronic Paper Wealth Management for Collectors
Journal of Investment Consulting, Vol. 11, No. 1, pp. 50-59, 2010
Jianping Mei and Michael Moses
New York University (NYU) - Department of Finance and Beautiful Asset Advisors
Date Posted: November 03, 2010
Accepted Paper Series
3 downloads

Incl. Electronic Paper Would Position Limits Have Made any Difference to the 'Flash Crash' on May 6, 2010
Bernard Lee , Shih-Fen Cheng and Annie Koh
HedgeSPA (Hedge Funds and Sophisticated Products Advisors) , Singapore Management University - School of Information Systems and Singapore Management University - Business Development and External Relations
Date Posted: November 03, 2010
Last Revised: March 30, 2011
Working Paper Series
285 downloads

Incl. Electronic Paper What’s Wrong with Rights?
Truong X. Duong , Rajdeep Singh and Eng-Joo Tan
Iowa State University - Department of Accounting and Finance , University of Minnesota - Twin Cities - Carlson School of Management and Singapore Management University - School of Business
Date Posted: November 02, 2010
Last Revised: March 19, 2013
Working Paper Series
50 downloads

Incl. Electronic Paper Can Long-Run Risks Explain the Distress Puzzle?
Juliusz F. Radwanski
Vienna Graduate School of Finance (VGSF)
Date Posted: November 02, 2010
Working Paper Series
55 downloads

Incl. Electronic Paper Competing Risks in a Time on the Market Analysis
Tinbergen Institute Discussion Paper No. 10-108/2
Erik R. de Wit
University of Amsterdam - Finance Group
Date Posted: November 02, 2010
Working Paper Series
31 downloads

Incl. Electronic Paper Pensions, Debt and Inflation Risk in a Monetary Union
Tinbergen Institute Discussion Paper 10-109/2
Yvonne Adema
Erasmus University - Erasmus School of Economics
Date Posted: November 02, 2010
Working Paper Series
15 downloads

Incl. Electronic Paper Simple Robust Hedging with Nearby Contracts
Liuren Wu and Jingyi Zhu
City University of New York, CUNY Baruch College - Zicklin School of Business and University of Utah
Date Posted: November 02, 2010
Working Paper Series
272 downloads

Incl. Electronic Paper The Factor Tau in the Black-Litterman Model
Jay Walters
Boston University - Metropolitan College - Department of Computer Science
Date Posted: November 02, 2010
Last Revised: April 26, 2011
Working Paper Series
1180 downloads

Incl. Electronic Paper Understanding Bond Risk Premia Uncovered by the Term Structure
Juliusz F. Radwanski
Vienna Graduate School of Finance (VGSF)
Date Posted: November 02, 2010
Working Paper Series
76 downloads

Incl. Electronic Paper The Value of Home-Country Governance for Cross-Listed Stocks
Douglas Cumming , Wenxuan Hou and Eliza Wu
York University - Schulich School of Business , University of Edinburgh - Business School and University of Technology, Sydney - UTS Business School
Date Posted: November 01, 2010
Last Revised: May 13, 2013
Working Paper Series
87 downloads

Incl. Electronic Paper A Conversation with Nobel Laureate Myron S. Scholes, PhD
Journal of Investment Consulting, Vol. 11, No. 1, pp. 6-17, 2010
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: November 01, 2010
Accepted Paper Series
111 downloads

Incl. Electronic Paper Bio-Age-Shifting for Dynamical Evaluation of Demographic Risk in a Life Policies Portfolio
Proceedings of the X Italian-Spanish Congress of Financial and Actuarial Mathematics. Cagliari, June 23-25, 2008
Francesco Bellini , Alessandro Annibali and Carla Barracchini
Department of Management - Sapienza University of Rome , Eurokleis and University of L'Aquila - Faculty of Economics
Date Posted: November 01, 2010
Accepted Paper Series
10 downloads

Incl. Electronic Paper Company Valuation in an Emerging Economy - Caldonia: A Case Study
The Valuation Journal, Vol. 5, No. 2, pp. 4-45, 2010
Ignacio Velez-Pareja and Joseph Tham
Master Consultores and Duke University - Duke Center for International Development in the Sanford School of Public Policy
Date Posted: November 01, 2010
Last Revised: August 28, 2011
Accepted Paper Series
295 downloads

Incl. Electronic Paper Computational Cross Evaluation of Financial and Demographic Components in the Actuarial Framework
28th International Congress of Actuaries, Paris, May 28-June 2, 2006
Francesco Bellini and Antonio Annibali
Department of Management - Sapienza University of Rome and University of Rome I
Date Posted: November 01, 2010
Accepted Paper Series
10 downloads

Incl. Electronic Paper Dividend-Yield Based Trading Rules: The Turkish Evidence
Larry J. Prather , John C. Topuz and Cihan Uzmanoglu
Southeastern Oklahoma State University , Southeastern Oklahoma State University and Louisiana State University
Date Posted: November 01, 2010
Working Paper Series
69 downloads

Incl. Electronic Paper Jump Robust Two Time Scale Covariance Estimation and Realized Volatility Budgets
Quantitative Finance, Forthcoming.
Kris Boudt and Jin Zhang
KU Leuven - Faculty of Business and Economics (FBE) and Illinois Institute of Technology
Date Posted: November 01, 2010
Last Revised: October 16, 2012
Accepted Paper Series
153 downloads

Incl. Electronic Paper Strategic Asset Allocation and Intertemporal Hedging Demands: With Commodities as an Asset Class
Yongyang Su and Chi Keung Marco Lau
Suffolk University - Department of Economics and affiliation not provided to SSRN
Date Posted: November 01, 2010
Last Revised: September 02, 2011
Working Paper Series
137 downloads

Incl. Electronic Paper Strategic Behavior in Capital Markets and Asset Prices
Iulian Obreja
University of Colorado at Boulder - Department of Finance
Date Posted: November 01, 2010
Last Revised: November 14, 2010
Working Paper Series
22 downloads

Incl. Electronic Paper The Untapped Potential of Alternative Markets
Capital Markets Law Journal, Vol. 6, No. 3
Jose Miguel Mendoza
University of Oxford
Date Posted: November 01, 2010
Last Revised: June 21, 2011
Accepted Paper Series
103 downloads

Incl. Electronic Paper An International Perspective on Safe Withdrawal Rates from Retirement Savings: The Demise of the 4 Percent Rule?
Journal of Financial Planning, Forthcoming
Wade Pfau
The American College
Date Posted: October 31, 2010
Accepted Paper Series
89 downloads

Incl. Electronic Paper Barriers to Portfolio Flows, Short Sales Constraints and International Asset Pricing: Theory and Evidence
Hai T. Ta and Vihang R. Errunza
McGill University and McGill University - Desautels Faculty of Management
Date Posted: October 31, 2010
Working Paper Series
29 downloads

Incl. Electronic Paper Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps
Ming Pu , Gang-Zhi Fan and Seow Eng Ong
affiliation not provided to SSRN , Konkuk University - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
Date Posted: October 31, 2010
Working Paper Series
44 downloads

Incl. Electronic Paper Macroeconomics of Microfinance: How Do the Channels Work?
CERGE-EI Working Paper Series No. 423
Nargiza Maksudova
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: October 31, 2010
Working Paper Series
142 downloads

Prediction of Stock Returns Using Classical and Intelligent Techniques: Evidence from BSE Sensex
International Journal of Applied Business and Economic Research, Vol. 4, No. 2, pp. 109-123, 2006
Shahid Ahmed , Shakeb A. Khan and Saba Ismail
Central University - Jamia Millia Islamia (JMI), New Delhi - Department of Economics , Central University - Jamia Millia Islamia (JMI), New Delhi and Central University - Jamia Millia Islamia (JMI), New Delhi
Date Posted: October 31, 2010
Accepted Paper Series


 

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